Record Details

Estimation Of Parameters In Finite Mixtures Of Distributions From Right Censored Data

Research Journal of Economics, Business and ICT

View Archive Info
 
 
Field Value
 
Title Estimation Of Parameters In Finite Mixtures Of Distributions From Right Censored Data
 
Creator Mala, Ivana; University of Economics, Prague
 
Subject —
Censored Data, Finite Mixture, Parameter Estimation , Simulation
C41 , C63 , C88
 
Description In the text the problem of estimation of parameters in finitemixtures of probability distributions in case of the presence of right  censored data is treated.  Only models with known number of components and observable component membership (complete  mixture models) are studied. Possible estimation method of unknown parameters (parameters of components and mixing  proportions)isdescribed. Specific theoretical and.numerical  problems associated with this this type of the modelling are discussed with respect to the mixture models with complete data.A simulation studyis presented toillustrate properties of estimates and sensitivity of results on the proportion of censored  data  and the sample size. For the  simulation10,000 samples with 500 and 1,000 observations from themixtures  with  two  components  of  normal  (symmetricdistribution)  and  lognormal  (asymmetric  distribution)distributions are generated. Results are given in the tablesand  selected  histograms  of  estimates  of  parameters  areshown. All computations are made in the package R.
 
Publisher English Time Schools & Overseas Education
 
Contributor —
 
Date 2012-12-01
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
 
Format application/pdf
 
Identifier http://ojs.journals.cz/index.php/RJEBI/article/view/256
 
Source Research Journal of Economics, Business and ICT; Vol 7 (2012)
2047-7848
2045-3345
 
Language eng
 
Relation http://ojs.journals.cz/index.php/RJEBI/article/view/256/259
 
Rights Copyright (c) 2012 Ivana Mala
https://creativecommons.org/licenses/by/3.0/